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Beyond the random walk : a guide to stock market anomalies and low risk investing

Singal, Vijay - 2006 - 1. issued as an Oxford pbk.

Persistent link: https://www.econbiz.de/10003982793

Beyond the random walk : a guide to stock market anomalies and low risk investing

Singal, Vijay - 2004

Persistent link: https://www.econbiz.de/10001783632

Three essays on predictability and seasonality in the cross-section of stock returns

Bogousslavsky, Vincent - 2017

Persistent link: https://www.econbiz.de/10011903110

Holidays, weekends and range-based volatility

Díaz-Mendoza, Ana-Carmen; Alañón Pardo, Ángel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012656917

The effectiveness of seasonal investments in European Share Portfolios

Heidorn, Thomas; Maier, F.; Winker, M. - 2017

In this paper, calendar seasonality patterns are examined from day-of-the-week effect across weekly patterns, monthly analysis and whole-year seasonal strategies such as Sell in May and Halloween effect. The analysis is done across six indices, DAX, MDAX, SDAX, Eurostoxx 50, Stoxx Europe Mid 200...

Persistent link: https://www.econbiz.de/10011592704

Factor seasonalities : international and further evidence

Mercik, Aleksander; Cupriak, Daniel; Zaremba, Adam - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014581028

Modelling the dynamics of stock market in the Gulf Cooperation Council countries : evidence on persistence to shocks

Boubaker, Heni; Saidane, Bassem; Zorgati, Mouna Ben Saad - In: Financial innovation : FIN 8 (2022), pp. 1-22

-linearity, and multiple seasonality or time-varying correlations. Our study indicates that the joint dual long-memory process can … conditional volatility and strongly support the estimation of dynamic returns that allow for time-varying correlations. A …

Persistent link: https://www.econbiz.de/10013272684

Sell in May and go away revisited

Kochman, Ladd Michael; Badarinathi, Ravija; Bray, David - In: The American economist : journal of Omnicron Delta … 59 (2014) 1, pp. 90-91

Persistent link: https://www.econbiz.de/10011283971

The January effect and other seasonal anomalies : a common theoretical framework

Cataldo, Anthony J.; Savage, Arline A. - 2000

Persistent link: https://www.econbiz.de/10001571265

Liquidity and investor confidence in the turn-of-the-month regularity

Burnett, John E. - In: Applied economics letters 24 (2017) 4/6, pp. 273-278

Persistent link: https://www.econbiz.de/10011704451

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